Two Sigma Securities, LLC — Q2 2017 13F 持股

Name: Two Sigma Securities, LLC — 13F Holdings, Q2 2017
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001450144

申报总市值

US$8.6亿

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本季完整持股清单

仅显示前 200 大持股（共 827 只）

#	代码	标的名称	资产子类别	占比	占比变动	持仓量变化
1	XLP	Ss Consumer Staples Sel Sect	ETF-其他	5.15%	+0.31%	—
2	RWR	Ss Spdr Dow Jones Reit ETF	ETF-其他	4.96%	—	+296.57%
3	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-其他	4.12%	—	+370.80%
4	XLY	Ss Consumer Disc Select Sect	ETF-其他	3.67%	—	—
5	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-大型股与成长	2.88%	—	-56.53%
6	BAC	Bank Of America CORP	股票-金融	2.02%	—	+845.03%
7	XLK	Ss Technology Select Sector	ETF-科技型	1.94%	—	+375.87%
8	WFC	Wells Fargo & Co	股票-金融	1.52%	—	+570.80%
9	SHV	Ishares 0-1 Year Treasury Bo	ETF-政府公债	1.37%	—	+2117.85%
10	ICF	Ishares Select U.s. Reit ETF	ETF-其他	1.36%	—	+730.32%
11	BRK-B	Berkshire Hathaway Inc-cl B	股票-其他	1.26%	—	—
12	CME	Cme Group INC	股票-金融	1.20%	—	+2.33%
13	EZU	Ishares Msci Eurozone ETF	ETF-其他	1.13%	—	—
14	JPM	Jpmorgan Chase & Co	股票-金融	1.07%	-0.41%	EXIT
15	IBB	Ishares Biotechnology ETF	ETF-科技型	1.06%	—	-57.52%
16	VEA	Vanguard Ftse Developed ETF	ETF-其他	0.95%	—	+92.18%
17	IAUUSD	Ishares Gold Trust	ETF-避险与商品	0.85%	—	—
18	JNJ	Johnson & Johnson	股票-医疗保健	0.74%	—	-37.96%
19	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	ETF-其他	0.73%	—	—
20	BSV	Vanguard Short-term Bond ETF	ETF-其他	0.61%	—	+455.12%
21	BND	Vanguard Total Bond Market	ETF-其他	0.57%	+0.48%	+1267.30%
22	VEU	Vanguard Ftse All-world Ex-u	ETF-其他	0.56%	—	—
23	ORCL	Oracle CORP	股票-科技	0.55%	-0.80%	EXIT
24	C	Citigroup INC	股票-金融	0.54%	—	-28.18%
25	USMV	Ishares Msci USA Min Vol Fac	ETF-其他	0.54%	—	+650.38%
26	SOXX	Ishares Semiconductor ETF	ETF-其他	0.49%	—	—
27	GS	Goldman Sachs Group INC	股票-金融	0.49%	—	+126.29%
28	REM	Ishares Mortgage Real Estate	ETF-其他	0.49%	—	—
29	AGG	Ishares Core U.s. Aggregate	ETF-其他	0.47%	+1.38%	—
30	SH1USD	Proshares Short S&p500	ETF-其他	0.45%	—	—
31	XRT	Ss Spdr S&p Retail ETF	ETF-其他	0.43%	—	-31.96%
32	VCSH	Vanguard S/t CORP Bond ETF	ETF-投资级公司债	0.41%	-0.86%	EXIT
33	USB	US Bancorp	股票-金融	0.40%	—	—
34	BA	Boeing Co/the	股票-工业	0.40%	—	-38.77%
35	EWT	Ishares Msci Taiwan ETF	ETF-其他	0.40%	—	+318.91%
36	LEA	Lear CORP	股票-周期性消费	0.40%	—	+115.60%
37	VTI	Vanguard Total Stock Mkt ETF	ETF-其他	0.39%	+0.60%	NEW
38	AMAT	Applied Materials INC	股票-科技	0.38%	—	+303.86%
39	RF	Regions Financial CORP	股票-金融	0.37%	—	—
40	AMZN	Amazon.com INC	股票-周期性消费	0.35%	+0.56%	-32.74%
41	DUK	Du Pont E I De Nemour&Co	股票-公用事业	0.35%	—	-13.30%
42	EEM	Ishares Msci Emerging Market	ETF-新兴市场	0.35%	+0.66%	NEW
43	SO	Southern Co/the	股票-公用事业	0.34%	—	+120.52%
44	JD	Jd.com Inc-adr	股票-周期性消费	0.34%	—	—
45	XOM	Exxon Mobil CORP	股票-能源	0.32%	—	+128.56%
46	CMA	Comerica INC	股票-其他	0.31%	—	—
47	EWU	Ishares Msci United Kingdom	ETF-其他	0.31%	—	-19.28%
48	AXP	American Express Co	股票-金融	0.31%	-0.45%	EXIT
49	UNH	Unitedhealth Group INC	股票-医疗保健	0.30%	+0.29%	NEW
50	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-非投资级债	0.30%	-2.07%	+222.02%

1–50 of 200

本季持股变动

Two Sigma Securities, LLC 于截至 Q2 2017 该季申报之持仓异动，含代码、发行人、权重变化、股数变化与操作类型
#	代码	标的名称	占比变动	持仓量变化	异动类型
1	RWR	Ss Spdr Dow Jones Reit ETF	+3.7%	+296.57%	加仓
2	XLU	St Sr Utl Sl Se Spdr Etf-usd	+3.2%	+370.80%	加仓
3	BAC	Bank Of America CORP	+1.8%	+845.03%	加仓
4	XLK	Ss Technology Select Sector	+1.5%	+375.87%	加仓
5	SHV	Ishares 0-1 Year Treasury Bo	+1.3%	+2117.85%	加仓
6	WFC	Wells Fargo & Co	+1.3%	+570.80%	加仓
7	ICF	Ishares Select U.s. Reit ETF	+1.2%	+730.32%	加仓
8	JPM	Jpmorgan Chase & Co	+0.8%	+313.52%	加仓
9	BND	Vanguard Total Bond Market	+0.5%	+1267.30%	加仓
10	BSV	Vanguard Short-term Bond ETF	+0.5%	+455.12%	加仓
11	VEA	Vanguard Ftse Developed ETF	+0.5%	+92.18%	加仓
12	USMV	Ishares Msci USA Min Vol Fac	+0.5%	+650.38%	加仓
13	ORCL	Oracle CORP	+0.5%	+468.14%	加仓
14	VGK	Vanguard Ftse Europe ETF	-0.4%	-87.38%	减仓
15	MMM	3m Co	-0.4%	-62.32%	减仓
16	JNJ	Johnson & Johnson	-0.4%	-37.96%	减仓
17	HD	Home Depot INC	-0.5%	-78.89%	减仓
18	MCD	Mcdonald's CORP	-0.6%	-72.94%	减仓
19	XPH	Ss Spdr S&p Pharma ETF	-0.8%	-80.24%	减仓
20	IHE	Ishares US Pharmaceuticals E	-1%	-89.88%	减仓
21	IBB	Ishares Biotechnology ETF	-1.4%	-57.52%	减仓
22	IYR	Ishares US Real Estate ETF	-2.2%	-92.36%	减仓
23	XLF	Ss Financial Select Sector	-3.1%	-98.54%	减仓
24	SPY	Ss Spdr S&p 500 ETF Trust-us	-3.8%	-56.53%	减仓
25	XLP	Ss Consumer Staples Sel Sect	—	NEW	新建仓
26	XLY	Ss Consumer Disc Select Sect	—	NEW	新建仓
27	IVE	Ishares S&p 500 Value ETF	—	EXIT	清仓
28	XBI	Ss Spdr S&p Biotech ETF	—	EXIT	清仓
29	XLE	Ss Energy Select Sector	—	EXIT	清仓
30	BRK-B	Berkshire Hathaway Inc-cl B	—	NEW	新建仓
31	EZU	Ishares Msci Eurozone ETF	—	NEW	新建仓
32	AAPL	Apple INC	—	EXIT	清仓
33	IAUUSD	Ishares Gold Trust	—	NEW	新建仓
34	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	—	NEW	新建仓
35	VEU	Vanguard Ftse All-world Ex-u	—	NEW	新建仓
36	VO	Vanguard Mid-cap ETF	—	EXIT	清仓
37	AVGO	Broadcom Inc.	—	EXIT	清仓
38	SOXX	Ishares Semiconductor ETF	—	NEW	新建仓
39	REM	Ishares Mortgage Real Estate	—	NEW	新建仓
40	ITA	Ishares U.s. Aerospace & Def	—	EXIT	清仓
41	AGG	Ishares Core U.s. Aggregate	—	NEW	新建仓
42	SH1USD	Proshares Short S&p500	—	NEW	新建仓
43	MSFT	Microsoft CORP	—	EXIT	清仓
44	AEP	American Electric Power Company, Inc.	—	EXIT	清仓
45	IEFA	Ishares Core Msci Eafe ETF	—	EXIT	清仓
46	MU	Micron Technology INC	—	EXIT	清仓
47	USB	US Bancorp	—	NEW	新建仓
48	RF	Regions Financial CORP	—	NEW	新建仓
49	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	—	EXIT	清仓
50	EEM	Ishares Msci Emerging Market	—	NEW	新建仓